#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Processes;
using Cephei.QL.Models;
using Cephei.QL.Math.Optimization;
using Cephei.QL.Math;
namespace Cephei.QL.Models.Equity
{
     // <summary> 
	// ! extended versions of Heston model for the stochastic volatility of an asset including jumps.  References: A. Sepp, Pricing European-Style Options under Jump Diffusion Processes with Stochastic Volatility: Applications of Fourier Transform (<http://math.ut.ee/~spartak/papers/stochjumpvols.pdf>)  \test calibration is tested against known values.
	// </summary>
    [Guid ("0AFFBD05-92C6-4d71-9FDB-6B74D0603928"),ComVisible(true)]
	public interface IBatesModel : Cephei.QL.Models.Equity.IHestonModel
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 Double Delta {get;}
        
		 Double Lambda {get;}
        
		 Double Nu {get;}
    }

    // <summary> 
	// ! extended versions of Heston model for the stochastic volatility of an asset including jumps.  References: A. Sepp, Pricing European-Style Options under Jump Diffusion Processes with Stochastic Volatility: Applications of Fourier Transform (<http://math.ut.ee/~spartak/papers/stochjumpvols.pdf>)  \test calibration is tested against known values. Factory
	// </summary>
   	[ComVisible(true)]
    public interface IBatesModel_Factory // : Collection_Factory<IBatesModel, ICell<IBatesModel>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    IBatesModel Create (Cephei.QL.Processes.IHestonProcess process, Microsoft.FSharp.Core.FSharpOption<Double> lambda, Microsoft.FSharp.Core.FSharpOption<Double> nu, Microsoft.FSharp.Core.FSharpOption<Double> delta);
    }
}

